Advice? What would you tell a daughter who told you all of this.
Thus far, he has lied, he is doing coke, and cheating on you. My advice is to get away from him as quickly as possible, have no contact with him, and heal so you can move on with a life that you deserve, because you sure deserve more than this.
Sending a big hug. I say this all kindly because I know it's painful.